About
I bring 15 years of experience across derivatives pricing, quantitative research, and cross-asset model development. My work sits at the intersection of trading innovation, scalable financial modelling, and real-world market impact. I’ve built and led global teams of quants, market-data specialists, and financial engineers, launching products and analytics that support equity, FX, and rates markets.
My expertise spans strategy indices, autocallable structures, hybrid IR/FX modelling, stochastic pricing, and model validation across large international banks. Prior to my current leadership roles, I led the India Equity Quant team as a Vice President in J.P. Morgan’s Equity Derivatives Group, and held senior quant positions at ANZ and Credit Suisse. Earlier in my career, I worked as a mathematician at Bally Technologies and as a software developer, giving me a technical foundation that still shapes how I build models and trading systems today.
I focus on bridging rigorous research with live-market usability — developing models, signals, and frameworks that traders can trust when volatility spikes and liquidity thins. My goal is to make advanced quantitative techniques intuitive, scalable, and aligned with how markets actually behave.
